NEW YORK (CBSNewYork) — Police Commissioner Ray Kelly and Pat Lynch, head New York’s Police Benevolent Association, spoke at length about the loss of Officer Peter Figoski on Wednesday in rare and emotional interviews with CBS 2’s Pablo Guzman.

When asked how his union and other police officers would respond following such a tragic loss, Lynch responded by saying they would “step in where Peter would have been” and “try to be the shoulder to cry on.”

Figoski was the father of four daughters, who were in court on Tuesday to see the arraignment of the five men charged in the officer’s death.

There comes a time, Lynch said, when a family knows the cop in the house will get a call.

“You get up off the couch, you walk out the front door and your family’s left to fend for themselves. We do that knowing the police officers that work in our neighborhood will take care of my family. And I will take care of your family where I work,” he said. “That next call may be your last call. And that last call for us — in our profession — is the last call for our family, too. It means you’re not going home.”

Guzman also spoke to Commissioner Kelly, asking him what he told his family when he left the house during the years he came up through the ranks.

“You can tell them ‘don’t worry,’ but they’re going to worry,” Kelly said

The five men accused in the death of the highly-decorated New York City cop are being held without bail on Rikers Island.

The suspects were arraigned at the Brooklyn Supreme Court and then taken to jail. None of them nor their attorneys spoke in the courtroom, which was packed with colleagues of Officer Figoski.

The alleged gunman, Lamont Pride, was shackled when he appeared in court. He faces a first-degree murder charge. His co-defendants, Kevin Santos, Ariel Tejada, Nelson Moralez and Michael Velez, are facing second-degree murder charges.

Police said they were all responsible for being involved in the deadly home invasion drug robbery in Cypress Hills early Monday morning that ended in the murder of Figoski.

Figoski’s partner Glenn Estrada ran after pride, capturing him after hearing the gunshots.

Meanwhile, former assistant prosecutor and current New York City Councilman Peter Vallone, Jr. is demanding an investigation into how the courts handled Pride’s case.

Cops in North Carolina were looking for Pride in connection with the shooting of a man this summer and he’d been arrested a couple of times since then in New York City.

“I did arraignments for eight years and judges have to consider factors such as ties to other states, what has happened in the past when this defendant has been released, the seriousness of the charges, and the strength of the case. These are things that need to be considered in determining whether someone is going to come back to court, and in this case, he had serious ties to another state and a bench warrant history. Bail should have been set,” Vallone said.

Vallone, chair of the public safety committee, said the wrong decision was made in this case.

Bloomberg placed the blame for the alleged cop killer being on the street on Monday squarely at the doorstep of a New York judge.

“You’re talking about somebody who a rap sheet in front of you shows is potentially a dangerous person, has a gun, has a criminal history. Common sense says don’t let him out until you make one phone call. It’s not a lot of work to do to protect to protect the public. It was not done,” said Bloomberg on Wednesday.

Figoski’s wake is Saturday and Sunday at the funeral home. The funeral service is on Monday.

Speaking at a news conference on Wednesday, Bloomberg spoke of the fallen officer.

“We know Officer Figoski much more than our everlasting gratitude,” he said. “We owe him our commitment that the cause for which he gave his life, protecting the life and safety and others, will be our underlying cause.”

Commissioner Kelly announced that a scholarship fund is being established in honor of the slain officer. The Police Foundation Peter Figoski Scholarship Fund will pay help for the education of his four daughters.